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| 1 | +--- |
| 2 | +layout: definition |
| 3 | +mathjax: true |
| 4 | + |
| 5 | +author: "Joram Soch" |
| 6 | +affiliation: "BCCN Berlin" |
| 7 | +e_mail: "joram.soch@bccn-berlin.de" |
| 8 | +date: 2022-12-14 13:14:00 |
| 9 | + |
| 10 | +title: "Interaction sum of squares" |
| 11 | +chapter: "Statistical Models" |
| 12 | +section: "Univariate normal data" |
| 13 | +topic: "Analysis of variance" |
| 14 | +definition: "Interaction sum of squares" |
| 15 | + |
| 16 | +sources: |
| 17 | + - authors: "Nandy, Siddhartha" |
| 18 | + year: 2018 |
| 19 | + title: "Two-Way Analysis of Variance" |
| 20 | + in: "Stat 512: Applied Regression Analysis" |
| 21 | + pages: "Purdue University, Summer 2018, Ch. 19" |
| 22 | + url: "https://www.stat.purdue.edu/~snandy/stat512/topic7.pdf" |
| 23 | + |
| 24 | +def_id: "D184" |
| 25 | +shortcut: "iass" |
| 26 | +username: "JoramSoch" |
| 27 | +--- |
| 28 | + |
| 29 | + |
| 30 | +**Definition:** Let there be an analysis of variance (ANOVA) model with [two](/D/anova2) or [more](/D/anovan) factors influencing the measured data $y$ (here, using the [standard formulation](/P/anova2-pss) of [two-way ANOVA](/D/anova2)): |
| 31 | + |
| 32 | +$$ \label{eq:anova} |
| 33 | +y_{ijk} = \mu + \alpha_i + \beta_j + \gamma_{ij} + \varepsilon_{ijk}, \; \varepsilon_{ijk} \overset{\mathrm{i.i.d.}}{\sim} \mathcal{N}(0, \sigma^2) \; . |
| 34 | +$$ |
| 35 | + |
| 36 | +Then, the interaction sum of squares is defined as the [explained sum of squares] (ESS) for each interaction, i.e. as the sum of squared deviations of the average for each cell from the average across all observations, controlling for the [treatment sums of squares](/D/trss) of the corresponding factors: |
| 37 | + |
| 38 | +\begin{equation} \label{eq:iass} |
| 39 | +\begin{split} |
| 40 | +\mathrm{SS}_\mathrm{A \times B} &= \sum_{i=1}^{a} \sum_{j=1}^{b} \sum_{k=1}^{n_{ij}} ([\bar{y}_{i j \bullet} - \bar{y}_{\bullet \bullet \bullet}] - [\bar{y}_{i \bullet \bullet} - \bar{y}_{\bullet \bullet \bullet}] - [\bar{y}_{\bullet j \bullet} - \bar{y}_{\bullet \bullet \bullet}])^2 \\ |
| 41 | +&= \sum_{i=1}^{a} \sum_{j=1}^{b} \sum_{k=1}^{n_{ij}} (\bar{y}_{i j \bullet} - \bar{y}_{i \bullet \bullet} - \bar{y}_{\bullet j \bullet} + \bar{y}_{\bullet \bullet \bullet})^2 \; . |
| 42 | +\end{split} |
| 43 | +\end{equation} |
| 44 | + |
| 45 | +Here, $\bar{y} _{i j \bullet}$ is the mean for the $(i,j)$-th cell (out of $a \times b$ cells), computed from $n_{ij}$ values $y_{ijk}$, $\bar{y} _{i \bullet \bullet}$ and $\bar{y} _{\bullet j \bullet}$ are the level means for the two factors and and $\bar{y} _{\bullet \bullet \bullet}$ is the mean across all values $y_{ijk}$. |
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